This actually used to be a huge pet-peeve of mine. I hold the door open for anyone coming in behind me; however, I do not run ahead of whoever I'm walking with to grab the door and open it, nor do I walk around the other side of the car to open the door. I had some guys (some dating, some not) do this a lot. I found it very annoying. It's just one more little thing that highlighted that I'm being treated differently. [Although, not as bad as the checkout guy asking me "Is your dad going to change your oil?" Me: "Um, actually I'm going to." Him: "Oh, of course you are." *grin*.] I did have a real conversation about why it bothered me with a couple of guys. My complaint was that I'm not made of porcelain and can open a door, sit in a chair, and take off my jacket all by myself. The response I got was mostly: Yeah, but guys are supposed to be polite to girls.
I've never scoffed at a stranger for holding the door open for me. It is only irritating when the guy goes out of his way to run to the destination and open the door. This has only happened to me with men I know.
I didn't date anybody long who treated me like a princess even after talking to them about why such behavior bothered me. And no, I didn't end up in an abusive relationship; I am happily married to a guy who made it a competition as to who could get to the door first to open it. The loser (usually me) occasionally opened the remaining available door to be obstinate, and it became a running joke of sorts. It still annoys me when men feel like they have to do silly things like take my coat or carry heavy things (that a normal person can clearly handle) for me, but I've since loosened up about it because there are so many more things to be angry about, I sort of ran out of anger.
I will say that guys on a cultural level get a lot of mixed signals. As a teen, I didn't think any girl expected to have a guy open doors for her, pull out chairs, and other nonsense. However, when I got to college, I knew some girls that would treat their boyfriends (and other men) like crap in this way. We all went to a restaurant once, and one girl refused to leave the car because her new boyfriend didn't open her door, and when he came back to open it for her, she was mad so that wasn't good enough anymore. Come moving time in the dorms, there were girls who wouldn't move any of their own things because they could just "wait for the boys" to come get everything. My (female) roommate and I moved a half-sized refrigerator down two flights of stairs on our own, but some of these other ladies couldn't be bothered to carry anything at all. I have to say, that attitude pisses me off way more than a guy interrupting a conversation to run up the stairs and open a door. It's disrespectful, lazy, and helps perpetuate totally archaic traditions. The only time I had anyone (men or otherwise) help me move was when I was physically incapable of moving things by myself. Even then, I don't just let someone else do all the work because I'm a woman. That's ridiculous.
The one thing I would say to guys about this is: Behave how you think is best, but please keep in mind that individuals will likely have different preferences.